Trading Metrics calculated at close of trading on 08-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
6,346.5 |
6,365.5 |
19.0 |
0.3% |
6,485.0 |
High |
6,383.0 |
6,405.5 |
22.5 |
0.4% |
6,547.0 |
Low |
6,276.0 |
6,337.5 |
61.5 |
1.0% |
6,340.0 |
Close |
6,347.5 |
6,354.0 |
6.5 |
0.1% |
6,351.0 |
Range |
107.0 |
68.0 |
-39.0 |
-36.4% |
207.0 |
ATR |
108.2 |
105.4 |
-2.9 |
-2.7% |
0.0 |
Volume |
146,406 |
127,211 |
-19,195 |
-13.1% |
248,523 |
|
Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,569.5 |
6,530.0 |
6,391.5 |
|
R3 |
6,501.5 |
6,462.0 |
6,372.5 |
|
R2 |
6,433.5 |
6,433.5 |
6,366.5 |
|
R1 |
6,394.0 |
6,394.0 |
6,360.0 |
6,380.0 |
PP |
6,365.5 |
6,365.5 |
6,365.5 |
6,358.5 |
S1 |
6,326.0 |
6,326.0 |
6,348.0 |
6,312.0 |
S2 |
6,297.5 |
6,297.5 |
6,341.5 |
|
S3 |
6,229.5 |
6,258.0 |
6,335.5 |
|
S4 |
6,161.5 |
6,190.0 |
6,316.5 |
|
|
Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,033.5 |
6,899.5 |
6,465.0 |
|
R3 |
6,826.5 |
6,692.5 |
6,408.0 |
|
R2 |
6,619.5 |
6,619.5 |
6,389.0 |
|
R1 |
6,485.5 |
6,485.5 |
6,370.0 |
6,449.0 |
PP |
6,412.5 |
6,412.5 |
6,412.5 |
6,394.5 |
S1 |
6,278.5 |
6,278.5 |
6,332.0 |
6,242.0 |
S2 |
6,205.5 |
6,205.5 |
6,313.0 |
|
S3 |
5,998.5 |
6,071.5 |
6,294.0 |
|
S4 |
5,791.5 |
5,864.5 |
6,237.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,547.0 |
6,276.0 |
271.0 |
4.3% |
122.5 |
1.9% |
29% |
False |
False |
95,997 |
10 |
6,547.0 |
6,276.0 |
271.0 |
4.3% |
85.5 |
1.3% |
29% |
False |
False |
74,364 |
20 |
6,640.0 |
6,261.0 |
379.0 |
6.0% |
89.5 |
1.4% |
25% |
False |
False |
68,291 |
40 |
6,640.0 |
6,069.0 |
571.0 |
9.0% |
101.5 |
1.6% |
50% |
False |
False |
34,761 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
92.0 |
1.4% |
38% |
False |
False |
23,214 |
80 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
80.0 |
1.3% |
38% |
False |
False |
17,430 |
100 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
70.5 |
1.1% |
49% |
False |
False |
13,958 |
120 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
61.0 |
1.0% |
49% |
False |
False |
11,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,694.5 |
2.618 |
6,583.5 |
1.618 |
6,515.5 |
1.000 |
6,473.5 |
0.618 |
6,447.5 |
HIGH |
6,405.5 |
0.618 |
6,379.5 |
0.500 |
6,371.5 |
0.382 |
6,363.5 |
LOW |
6,337.5 |
0.618 |
6,295.5 |
1.000 |
6,269.5 |
1.618 |
6,227.5 |
2.618 |
6,159.5 |
4.250 |
6,048.5 |
|
|
Fisher Pivots for day following 08-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
6,371.5 |
6,411.5 |
PP |
6,365.5 |
6,392.5 |
S1 |
6,360.0 |
6,373.0 |
|